-40.7%
ZS vs WAT
-4.9%
-35.8%
-76.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | +0.5% | +2.1% | +2.4% |
| 7D | -3.8% | -1.8% | -2.0% | -3.1% |
| 30D | -6.0% | -1.7% | -4.3% | -5.3% |
| 3M | +32.0% | +9.1% | +22.9% | +27.3% |
| 6M | +2.1% | +32.4% | -30.3% | -10.4% |
| YTD | -26.2% | +6.6% | -32.7% | -29.3% |
| 1Y | -41.2% | +34.7% | -75.9% | -49.6% |
| 3Y | +3.3% | +53.6% | -50.3% | -25.9% |
| 5Y | -40.7% | -4.1% | -36.6% | -40.5% |
| All | -40.7% | -4.9% | -35.8% | -40.5% |
Cumulative growth
Daily Returns
Daily percentage return beside WAT.
Daily Out/Under-Performance
Portfolio return minus WAT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WAT return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 5y: compounded portfolio wealth divided by compounded WAT wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
5y analysis · Full analysis span regression · 6 months rolling